+194.7%
RBA vs MDY
+170.4%
+24.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.4% |
| 30D | -13.0% | -3.9% | -9.1% | -10.8% |
| 3M | -23.1% | 0.0% | -23.1% | -23.1% |
| 6M | -22.6% | +8.5% | -31.1% | -26.6% |
| YTD | -20.4% | +13.2% | -33.6% | -26.4% |
| 1Y | -29.6% | +15.0% | -44.6% | -35.6% |
| 3Y | +26.6% | +49.6% | -23.0% | -2.8% |
| 5Y | +38.2% | +46.0% | -7.8% | +6.5% |
| 10Y | +194.7% | +176.4% | +18.4% | +37.7% |
| All | +194.7% | +170.4% | +24.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling